IMF Publications by Subject
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Asset liquidity:
2024
Title: Whose Asset Sales Matter?
Series: Working Paper No. 2024/168
Date: August 2, 2024
Subject: Asset and liability management Asset liquidity Asset management Asset prices Bonds Corporate bonds Financial institutions Hedge funds Liquidity Mutual funds Prices
2023
Title: Macro-Prudential Stress Test Models: A Survey
Series: Working Paper No. 2023/173
Date: August 25, 2023
Subject: Asset and liability management Asset liquidity Commercial banks Financial institutions Financial sector policy and analysis Liquidity Solvency Stress testing
2019
Title: Integrating Solvency and Liquidity Stress Tests: The Use of Markov Regime-Switching Models
Series: Working Paper No. 2019/250
Date: November 15, 2019
Subject: Asset and liability management Asset liquidity Asset management Banking Financial institutions Financial regulation and supervision Liquidity Liquidity risk Sovereign bonds
Title: CoMap: Mapping Contagion in the Euro Area Banking Sector
Series: Working Paper No. 2019/102
Date: May 10, 2019
Subject: Asset and liability management Asset liquidity Banking Commercial banks Credit risk Financial institutions Financial regulation and supervision Financial sector policy and analysis Liquidity Systemic risk
Title: Fire Sales in Frozen Markets
Series: Working Paper No. 2019/092
Date: May 6, 2019
Subject: Asset and liability management Asset liquidity Asset prices Financial markets Liquidity Prices Securities markets
2018
Title: Macroprudential Stress Tests and Policies: Searching for Robust and Implementable Frameworks
Series: Working Paper No. 2018/197
Date: September 11, 2018
Subject: Asset and liability management Asset liquidity Banking Countercyclical capital buffers Financial regulation and supervision Financial sector policy and analysis Macroprudential stress testing Stress testing Systemic risk
2017
Title: Shadow Banking and Market Discipline on Traditional Banks
Series: Working Paper No. 2017/285
Date: December 22, 2017
Subject: Asset and liability management Asset liquidity Bank deposits Banking Commercial banks Financial institutions Financial regulation and supervision Financial services Liquidity risk Shadow banking
Title: Central Bank Emergency Support to Securities Markets
Series: Working Paper No. 2017/152
Date: July 10, 2017
Subject: Asset and liability management Asset liquidity Banking Financial institutions Financial markets Financial sector policy and analysis Financial sector stability Liquidity Securities Securities markets
Title: How is the likelihood of fire sales in a crisis affected by the interaction of various bank regulations?
Series: Working Paper No. 2017/068
Date: March 24, 2017
Subject: Asset liquidity Asset management Banking Liquidity requirements Stocks
2012
Title: Externalities and Macroprudential Policy
Series: Staff Discussion Notes No. 2012/005
Date: June 7, 2012
Subject: Asset and liability management Asset liquidity Banking Financial contagion Financial crises Financial sector policy and analysis Macroprudential policy Systemic risk
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